Learn R Programming
⚠️There's a newer version (1.9-3) of this package.Take me there.

mgcv (version 1.8-35)

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Description

Generalized additive (mixed) models, some of their extensions and other generalized ridge regression with multiple smoothing parameter estimation by (Restricted) Marginal Likelihood, Generalized Cross Validation and similar, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) for an overview. Includes a gam() function, a wide variety of smoothers, 'JAGS' support and distributions beyond the exponential family.

Copy Link

Version

Install

install.packages('mgcv')

Monthly Downloads

481,715

Version

1.8-35

License

GPL (>= 2)

Maintainer

Simon Wood

Last Published

April 18th, 2021

Functions in mgcv (1.8-35)

Sl.inirep

Re-parametrizing model matrix X
Predict.matrix.soap.film

Prediction matrix for soap film smooth
Sl.setup

Setting up a list representing a block diagonal penalty matrix
Sl.repara

Applying re-parameterization from log-determinant of penalty matrix to model matrix.
Predict.matrix

Prediction methods for smooth terms in a GAM
betar

GAM beta regression family
Predict.matrix.cr.smooth

Predict matrix method functions
XWXd

Internal functions for discretized model matrix handling
bandchol

Choleski decomposition of a band diagonal matrix
Rrank

Find rank of upper triangular matrix
extract.lme.cov

Extract the data covariance matrix from an lme object
concurvity

GAM concurvity measures
columb

Reduced version of Columbus OH crime data
bam.update

Update a strictly additive bam model for new data.
bam

Generalized additive models for very large datasets
dDeta

Obtaining derivative w.r.t. linear predictor
gam.control

Setting GAM fitting defaults
family.mgcv

Distribution families in mgcv
anova.gam

Approximate hypothesis tests related to GAM fits
gam.convergence

GAM convergence and performance issues
choldrop

Deletion and rank one Cholesky factor update
blas.thread.test

BLAS thread safety
fix.family.link

Modify families for use in GAM fitting and checking
fs.test

FELSPLINE test function
fixDependence

Detect linear dependencies of one matrix on another
bug.reports.mgcv

Reporting mgcv bugs.
choose.k

Basis dimension choice for smooths
exclude.too.far

Exclude prediction grid points too far from data
cSplineDes

Evaluate cyclic B spline basis
formXtViX

Form component of GAMM covariance matrix
full.score

GCV/UBRE score for use within nlm
gam

Generalized additive models with integrated smoothness estimation
gam.models

Specifying generalized additive models
gam.check

Some diagnostics for a fitted gam model
formula.gam

GAM formula
gam.reparam

Finding stable orthogonal re-parameterization of the square root penalty.
gam.fit3

P-IRLS GAM estimation with GCV \& UBRE/AIC or RE/ML derivative calculation
gam.fit

GAM P-IRLS estimation with GCV/UBRE smoothness estimation
gam.vcomp

Report gam smoothness estimates as variance components
cox.ph

Additive Cox Proportional Hazard Model
gam.selection

Generalized Additive Model Selection
influence.gam

Extract the diagonal of the influence/hat matrix for a GAM
cox.pht

Additive Cox proportional hazard models with time varying covariates
gam.side

Identifiability side conditions for a GAM
gam2objective

Objective functions for GAM smoothing parameter estimation
interpret.gam

Interpret a GAM formula
gaulss

Gaussian location-scale model family
get.var

Get named variable or evaluate expression from list or data.frame
gam.scale

Scale parameter estimation in GAMs
k.check

Checking smooth basis dimension
gammals

Gamma location-scale model family
gamm

Generalized Additive Mixed Models
ldTweedie

Log Tweedie density evaluation
gam.fit5.post.proc

Post-processing output of gam.fit5
jagam

Just Another Gibbs Additive Modeller: JAGS support for mgcv.
ldetS

Getting log generalized determinant of penalty matrices
ls.size

Size of list elements
negbin

GAM negative binomial families
multinom

GAM multinomial logistic regression
null.space.dimension

The basis of the space of un-penalized functions for a TPRS
initial.sp

Starting values for multiple smoothing parameter estimation
linear.functional.terms

Linear functionals of a smooth in GAMs
logLik.gam

AIC and Log likelihood for a fitted GAM
new.name

Obtain a name for a new variable that is not already in use
gam.mh

Simple posterior simulation with gam fits
gamObject

Fitted gam object
mgcv.parallel

Parallel computation in mgcv.
ocat

GAM ordered categorical family
one.se.rule

The one standard error rule for smoother models
notExp

Functions for better-than-log positive parameterization
notExp2

Alternative to log parameterization for variance components
pcls

Penalized Constrained Least Squares Fitting
gamSim

Simulate example data for GAMs
gamlss.etamu

Transform derivatives wrt mu to derivatives wrt linear predictor
in.out

Which of a set of points lie within a polygon defined region
gamlss.gH

Calculating derivatives of log-likelihood wrt regression coefficients
mvn

Multivariate normal additive models
gam.outer

Minimize GCV or UBRE score of a GAM using `outer' iteration
gevlss

Generalized Extreme Value location-scale model family
inSide

Are points inside boundary?
mini.roots

Obtain square roots of penalty matrices
rig

Generate inverse Gaussian random deviates
mgcv.FAQ

Frequently Asked Questions for package mgcv
mgcv.package

Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
rmvn

Generate from or evaluate multivariate normal or t densities.
identifiability

Identifiability constraints
gumbls

Gumbel location-scale model family
ginla

GAM Integrated Nested Laplace Approximation Newton Enhanced
predict.bam

Prediction from fitted Big Additive Model model
predict.gam

Prediction from fitted GAM model
mono.con

Monotonicity constraints for a cubic regression spline
magic

Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
pen.edf

Extract the effective degrees of freedom associated with each penalty in a gam fit
pdIdnot

Overflow proof pdMat class for multiples of the identity matrix
missing.data

Missing data in GAMs
magic.post.proc

Auxilliary information from magic fit
model.matrix.gam

Extract model matrix from GAM fit
smooth.construct

Constructor functions for smooth terms in a GAM
pdTens

Functions implementing a pdMat class for tensor product smooths
smooth.construct.ad.smooth.spec

Adaptive smooths in GAMs
mroot

Smallest square root of matrix
place.knots

Automatically place a set of knots evenly through covariate values
random.effects

Random effects in GAMs
smooth.construct.t2.smooth.spec

Tensor product smoothing constructor
residuals.gam

Generalized Additive Model residuals
smooth.construct.tensor.smooth.spec

Tensor product smoothing constructor
plot.gam

Default GAM plotting
qq.gam

QQ plots for gam model residuals
smooth.construct.bs.smooth.spec

Penalized B-splines in GAMs
rTweedie

Generate Tweedie random deviates
s

Defining smooths in GAM formulae
smoothCon

Prediction/Construction wrapper functions for GAM smooth terms
sp.vcov

Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
scat

GAM scaled t family for heavy tailed data
smooth.construct.cr.smooth.spec

Penalized Cubic regression splines in GAMs
smooth.construct.mrf.smooth.spec

Markov Random Field Smooths
sdiag

Extract or modify diagonals of a matrix
polys.plot

Plot geographic regions defined as polygons
smooth.construct.gp.smooth.spec

Low rank Gaussian process smooths
smooth.construct.tp.smooth.spec

Penalized thin plate regression splines in GAMs
smooth.info

Generic function to provide extra information about smooth specification
smooth.construct.ps.smooth.spec

P-splines in GAMs
uniquecombs

find the unique rows in a matrix
summary.gam

Summary for a GAM fit
smooth.construct.re.smooth.spec

Simple random effects in GAMs
vis.gam

Visualization of GAM objects
shash

Sinh-arcsinh location scale and shape model family
vcov.gam

Extract parameter (estimator) covariance matrix from GAM fit
trind.generator

Generates index arrays for upper triangular storage
ziP

GAM zero-inflated (hurdle) Poisson regression family
t2

Define alternative tensor product smooths in GAM formulae
twlss

Tweedie location scale family
psum.chisq

Evaluate the c.d.f. of a weighted sum of chi-squared deviates
print.gam

Print a Generalized Additive Model object.
smooth.construct.ds.smooth.spec

Low rank Duchon 1977 splines
smooth.construct.fs.smooth.spec

Factor smooth interactions in GAMs
single.index

Single index models with mgcv
slanczos

Compute truncated eigen decomposition of a symmetric matrix
spasm.construct

Experimental sparse smoothers
step.gam

Alternatives to step.gam
smooth.construct.so.smooth.spec

Soap film smoother constructer
smooth.construct.sos.smooth.spec

Splines on the sphere
totalPenaltySpace

Obtaining (orthogonal) basis for null space and range of the penalty matrix
smooth.terms

Smooth terms in GAM
trichol

Choleski decomposition of a tri-diagonal matrix
te

Define tensor product smooths or tensor product interactions in GAM formulae
tensor.prod.model.matrix

Row Kronecker product/ tensor product smooth construction
ziplss

Zero inflated (hurdle) Poisson location-scale model family
smooth2random

Convert a smooth to a form suitable for estimating as random effect
FFdes

Level 5 fractional factorial designs
Tweedie

GAM Tweedie families